+133.6%
MRK vs IOVA
-64.1%
+197.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | +12.7% | +31.7% | -19.0% | +11.2% |
| 3M | +24.2% | +117.3% | -93.0% | +19.3% |
| 6M | +27.8% | +55.8% | -28.0% | +23.9% |
| YTD | +42.2% | +208.8% | -166.6% | +33.6% |
| 1Y | +80.2% | +255.7% | -175.5% | +67.8% |
| 3Y | +48.4% | +41.7% | +6.7% | +37.8% |
| 5Y | +133.6% | -64.9% | +198.5% | +121.6% |
| All | +133.6% | -64.1% | +197.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling